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Asymptotic behavior of the prediction error for stationary sequences
Probability Surveys. 20: 664--721 (2023) .
Ginovyan, M. S., Babayan, N. M.
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Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data.
J. of Contemp. Math Analysis. 58(6), 1—12 (2023).
Ginovyan, M. S.
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On asymptotic behavior of the prediction error for
a class of deterministic stationary sequences
Acta Mathematica Hungarica . 167 (2), 501--528 (2022) .
Ginovyan, M. S., Babayan, N. M.
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A Survey on Limit Theorems for Toeplitz Type Quadratic Functionals of Stationary Processes and Applications.
Probability Surveys. 19, 1--64, (2022) .
Ginovyan, M. S., Taqqu, M. S.
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Statistical inference for stationary models with tapered data.
Statistics Surveys. 15, pp. 154-194 (2021).
Ginovyan, M. S., Sahakyan, A. A.
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Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error
for deterministic stationary sequences.
J. Time Series Analysis. 42, pp. 622--652 (2021).
Ginovyan, M. S., Babayan, N. M., Taqqu, M.S.
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Goodness-of-fit tests for stationary Gaussian processes with tapered data.
Acta Applicandae Mathematicae. 171 (1), pp. 1–12 (2021).
Ginovyan, M. S.
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Parameter estimation for Levy-driven continuous-time linear models with tapered data.
Acta Applicandae Mathematicae. 169 (1), pp. 79–97 (2020).
Ginovyan, M. S.
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Conditions for exponential decay of the variance of BLUE of mean for stationary sequences.
Studia Scientiarum Mathematicarum Hungarica. 56 (4), pp. 482-491 (2019).
Ginovyan, M. S. and Babayan N. M.
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Estimation of spectral functionals for Levy-driven continuous-time linear models with tapered data.
Electronic Journal of Statistics, 13, 255-283 (2019).
Ginovyan, M. S. and Sahakyan, A. A.
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Goodness-of-fit tests for continuous-time stationary processes.
J. of Contemp. Math Analysis. 53 (3), 172-179 (2018).
Ginovyan M.S.
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Robust estimation for continuous-time linear models with memory.
Theory Probability and Mathematical Statistics. No. 95, 81-98 (2017).
Ginovyan M.S. and Sahakyan, A. A.
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Limit theorems for quadratic forms of Levy-driven continuous-time linear processes.
Stochastic Processes and Applications, 126, 1036-1065 (2016).
Bai S., Ginovyan M.S. and Taqqu M. S.
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Functional limit theorems for Toeplitz quadratic
functionals of continuous time Gaussian stationary processes.
Statistics and Probability Letters, 104, 58-67 (2015).
Bai S., Ginovyan M.S. and Taqqu M. S.
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The Trace Problem for Toeplitz Matrices and Operators and its Impact in Probability.
Probability Surveys, Vol. 11, 393-440 (2014).
Mamikon S. Ginovyan, Artur A. Sahakyan and Murad S. Taqqu
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On the trace approximations of products of Toeplitz matrices.
Statistics and Probability Letters, 83(3), 753-760 (2013).
Mamikon S. Ginovyan and Artur A. Sahakyan
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Trace Approximations of Products of Truncated Toeplitz Operators.
Theory Probability Appl. vol. 56 (1), 57-71 (2012).
M.S. Ginovyan and A.A. Sahakyan
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Efficient Estimation of Spectral Functionals for Continuous-time Stationary models.
Acta Applicandae Mathematicae, Vol. 115, 233-254 (2011).
M. S. Ginovyan
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Prediction Error for Continuous-Time Stationary Processes with Singular Spectral Densities.
Acta Applicandae Mathematicae, vol. 110 (1), 327-351 (2010).
Mamikon S. Ginovyan and Levon V. Mikaelyan
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Limit Theorems for Toeplitz Quadratic Functionals of Continuous-time Stationary Processes.
Probability Theory and Related Fields, vol. 138, 551-579 (2007))
M. S. Ginovyan and A. A. Sahakyan
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On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences.
Theory Probab. Appl., Vol. 49, No. 4, 612-628 (2005)
M. S. Ginovyan and A. A. Sahakyan
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Asymptotically Efficient Nonparametric Estimation of Nonlinear Spectral Functionals.
Acta Applicandae Mathematicae, Vol. 78, 145-154 (2003)
M. S. Ginovyan
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